I can't say about the pellet bedding. Sometimes rats will start sneezing when they've been moved to a new place, like stress brings out the sneezing. I would check them for any signs other than just sneezing.

What I did in my rat room(which is one room in my house but it was unheated) when temps went to freezing was I put a little extra bedding in and put cardboard over the back half(2/3s?) of the tub(just sit cardboard on top of the wire). The rats stayed back under it when they got cold and it was VERY warm just with body heat. If they got too warm, they could come up to the uncovered front section where it was cooler. Even during hard freezes when water left in the room froze over, the rats were comfortable and did not show any signs of distress. Even the water bottles didn't freeze.